We consider the exploration process associated to the continuous random tree
(CRT) built using a Levy process with no negative jumps. This process has been
studied by Duquesne, Le Gall and Le Jan. This measure-valued Markov process is
a useful tool to study CRT as well as super-Brownian motion with general
branching mechanism. In this paper we prove this process is Feller, and we
compute its infinitesimal generator on exponential functionals and give the
corresponding martingale